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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+2.08%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$49.7B
AUM Growth
+$2.26B
Cap. Flow
+$1.71B
Cap. Flow %
3.44%
Top 10 Hldgs %
12.03%
Holding
4,141
New
143
Increased
2,398
Reduced
1,364
Closed
193

Top Buys

Rank Stock Value
1
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
+$77.8M
2
AGN
Allergan plc
AGN
+$75.8M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$56.5M
4
VGK icon
Vanguard FTSE Europe ETF
VGK
+$47.1M
5
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$46.2M

Top Sells

Rank Stock Value
1
AGN
Allergan Inc
AGN
+$131M
2
IWL icon
iShares Russell Top 200 ETF
IWL
+$87M
3
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
+$67.8M
4
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
+$43.6M
5
FXL icon
First Trust Technology AlphaDEX Fund
FXL
+$43.6M

Sector Composition

Rank Sector Weight
1 Financials 13.12%
2 Healthcare 12.89%
3 Technology 12.84%
4 Industrials 9.14%
5 Consumer Discretionary 8.11%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RJF icon
1051
Raymond James Financial
RJF
$33.5B
$5.86M 0.01%
154,761
+681
+0.4% +$25.4K
CVG
1052
DELISTED
Convergys
CVG
$5.85M 0.01%
255,919
+14,907
+6% +$315K
RYAAY icon
1053
Ryanair
RYAAY
$30B
$5.84M 0.01%
213,179
+7,169
+3% +$191K
ST icon
1054
Sensata Technologies
ST
$6.69B
$5.84M 0.01%
101,608
-9,901
-9% -$527K
EXR icon
1055
Extra Space Storage
EXR
$32.3B
$5.83M 0.01%
86,286
+1,974
+2% +$129K
SRC
1056
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$5.83M 0.01%
107,621
-3,937
-4% -$218K
CPT icon
1057
Camden Property Trust
CPT
$11.5B
$5.82M 0.01%
74,494
-418
-0.6% -$32K
TEX icon
1058
Terex
TEX
$7.37B
$5.82M 0.01%
218,816
+18,918
+9% +$478K
PTEN icon
1059
Patterson-UTI
PTEN
$3.54B
$5.81M 0.01%
309,275
+84,865
+38% +$1.46M
NUVA
1060
DELISTED
NuVasive, Inc.
NUVA
$5.81M 0.01%
126,256
-11,521
-8% -$535K
BHE icon
1061
Benchmark Electronics
BHE
$2.66B
$5.76M 0.01%
239,915
+54,563
+29% +$1.3M
UMPQ
1062
DELISTED
Umpqua Holdings Corp
UMPQ
$5.76M 0.01%
335,405
-27,778
-8% -$458K
VALE.P
1063
DELISTED
Vale S A
VALE.P
$5.75M 0.01%
1,186,138
+163,433
+16% +$1.03M
MLM icon
1064
Martin Marietta Materials
MLM
$34.2B
$5.73M 0.01%
41,004
+5,189
+14% +$667K
AGU
1065
DELISTED
Agrium
AGU
$5.73M 0.01%
54,929
+8,281
+18% +$884K
INVX
1066
Innovex International
INVX
$1.8B
$5.71M 0.01%
83,507
-3,301
-4% -$238K
BDN
1067
Brandywine Realty Trust
BDN
$509M
$5.69M 0.01%
356,305
+9,215
+3% +$148K
EGN
1068
DELISTED
Energen
EGN
$5.69M 0.01%
86,203
+4,894
+6% +$315K
NEU icon
1069
NewMarket
NEU
$7.24B
$5.68M 0.01%
11,892
+483
+4% +$218K
MW
1070
DELISTED
THE MENS WAREHOUSE INC
MW
$5.68M 0.01%
108,833
+8,064
+8% +$391K
EQNR icon
1071
Equinor
EQNR
$97.3B
$5.67M 0.01%
322,550
+135,492
+72% +$2.41M
SWFT
1072
DELISTED
Swift Transportation Company
SWFT
$5.67M 0.01%
218,074
+1,624
+0.8% +$44.6K
PWR icon
1073
Quanta Services
PWR
$84.2B
$5.67M 0.01%
198,836
+7,142
+4% +$200K
VER
1074
DELISTED
VEREIT, Inc.
VER
$5.65M 0.01%
114,762
+50,255
+78% +$2.4M
VGR
1075
DELISTED
Vector Group Ltd.
VGR
$5.65M 0.01%
462,846
+47,872
+12% +$593K
41 42
43
44 45

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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Parametric Portfolio Associates's Q1 2015 Portfolio in Review

As of Q1 2015, Parametric Portfolio Associates held 4,141 positions worth $49.7B, up 4.8% from $47.4B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates deployed $1.71B of net new capital in Q1 2015, opening 143 new positions and adding to 2,398 existing holdings. Its largest new stake was First Trust Enhanced Short Maturity ETF: 1,296,127 shares worth $77.8M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 14% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was iShares Core S&P 500 ETF, an estimated $40.3M trimmed.

  • Parametric Portfolio Associates's largest Q1 2015 buy was First Trust Enhanced Short Maturity ETF: 1,296,127 shares worth $77.8M.
  • Parametric Portfolio Associates added most to Allergan plc in Q1 2015, an estimated $75.8M increase.
  • Parametric Portfolio Associates's biggest Q1 2015 reduction was iShares Core S&P 500 ETF, cutting an estimated $40.3M.
  • Parametric Portfolio Associates fully exited Allergan Inc in Q1 2015, selling an estimated $131M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $49.7B portfolio in Q1 2015.
  • Parametric Portfolio Associates opened 143 new positions and closed 193 in Q1 2015.
  • Parametric Portfolio Associates's portfolio value rose 4.8% quarter-over-quarter to $49.7B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2015, filed 18 May 2015.